Break toothpicks in half as needed. Starting at bottom of cone, insert toothpicks in random order until they stay securely in place. Push each olive onto toothpick half. When placing olives around the tree, vary the olive sizes and leave spaces for the cheese stars. For stability of the tree, place most of the larger olives near the bottom.

Push each cheese star onto a toothpick half; insert into cone among the olives. Top tree with a cheese star that has been inserted horizontally on toothpick between points of star. Insert rosemary sprigs randomly among olives and cheese. Serve immediately, or cover loosely and refrigerate no longer than 8 hours before serving.